[
https://issues.apache.org/jira/browse/MATH-431?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12929054#action_12929054
]
Phil Steitz commented on MATH-431:
----------------------------------
+1 for including both of these tests. Then on to MATH-228
Interesting approach for the exact algorithm for Wilcoxon. If we stay with
this, we should ack the original author of the algorithm in the javadoc. Looks
OK to use. Regarding the difference from R, what I usually do in this case is
look at the R sources to try to explain the difference. Most likely in this
case, what is going on is they are using a different estimation algorithm for
small n or treating ties differently. The ranking options that we use were
largely adapted from R, so if that is the problem, it should be easy to test.
We need to convince ourselves that ours is better or at least a legitimate
alternative. I will take a close look this evening, but it looks like the
algorithm you are using should be exact. If we can't reconcile the difference
with R, it would be good to find a way to validate correct functioning of the
algorithm by manufacturing reference data with known p.
> New tests: Wilcoxon signed-rank test and Mann-Whitney U
> -------------------------------------------------------
>
> Key: MATH-431
> URL: https://issues.apache.org/jira/browse/MATH-431
> Project: Commons Math
> Issue Type: New Feature
> Reporter: Mikkel Meyer Andersen
> Assignee: Mikkel Meyer Andersen
> Priority: Minor
> Attachments: MannWhitneyUTest.java, MannWhitneyUTestImpl.java,
> WilcoxonSignedRankTest.java, WilcoxonSignedRankTestImpl.java
>
> Original Estimate: 4h
> Remaining Estimate: 4h
>
> Wilcoxon signed-rank test and Mann-Whitney U are commonly used non-parametric
> statistical hypothesis tests (e.g. instead of various t-tests when normality
> is not present).
--
This message is automatically generated by JIRA.
-
You can reply to this email to add a comment to the issue online.
